Deve-se usar itálico no caso das palavras estrangeiras que não existem uma versão aportuguesada e não tenham sido encorporadas ao idioma.
Depende. Sabe-se que, na produção de textos escritos em língua
portuguesa, recomenda-se que sejam grafadas em itálico as palavras
estrangeiras que ainda não tenham sido incorporadas ao idioma. Nesse
sentido, é importante que se conheça uma série de palavras que não
requerem o uso do itálico, uma vez que já foram incorporadas ao
português.
De acordo com o Manual de Comunicação do Senado Federal, não se
utiliza itálico nos seguintes estrangeirismos:
A: a posteriori, a priori, abstract, ad hoc, affaire, airbag,
antidoping B: baby, baby-doll, baby-sitter, backup, bacon, banner,
barman, bar-mitzvá, beagle, best-seller, bit, blitz, blog, blues,
blush, boom, breakfast, brie, briefing, brownie, browser, brunch,
buffet, bug, bureau, byte C: camping, campus, caput, carpaccio,
cashmere, chantilly, chat, checklist, check-in, check-out, check-up,
cheddar, chef, chester, chip, chop-suey, clipping, close, closet,
coffee-break, commodity, copyright, corpus, curry D: deadline,
default, design, designer, desktop, display, doping, download, drink,
dumping E: e-book, e-mail, expert, expertise F: factoring, fast-food,
feedback, feeling, flash, flashback, flat, fondue, freelancer, free
shop, freezer, funk G: gadget, game, gay, gentleman, gigabyte,
glamour, golf, gospel, gourmet, grill, gruyère H: habeas corpus,
habeas data, hacker, hall, hamster, happy hour, hardware, hit, hobby
I: iceberg, influenza, in natura, in vitro, input, insight, ipsis
litteris J: jazz, jeans, jingle, jogging, joystick K: kart, ketchup,
know-how L: lady, laptop, laser, lato sensu, leasing, light, link,
lobby, log in, log off, log on M: make-up, marketing, marshmallow,
mignon, milk-shake, miss, mister, mouse, muffin N: nécessaire, net,
notebook, nylon O: off, office-boy, off-line, on-line, outdoor,
outlet, overbooking, oxford P: paella, patchwork, pedigree, pen
drive, per capita, performance, pickles, pickup, piercing, pin-up,
pixel, pizza, playback, playboy, playground, pole-position, poodle,
pub, punk Q: quantum, quiche, quorum R: rack, rafting, ranking, rap,
rapper, rave, recall, record, reggae, relax, release, remake, replay,
resort, réveillon, revival, rock, round, royalty, rush S: script,
self-service, set, shopping, show, showroom, shoyu, sic, site, slide,
slogan, smoking, smartphone, spam, spray, staff, standard, stand-by,
status, stretch, stricto sensu, sushi T: tablet, tailleur, Teflon,
telemarketing, ticket, timer, top, tour, trailer, transfer, trash,
tsunami U: underground, upgrade, upload V: van, versus, videogame,
viking W: waffle, web, webmaster, wi-fi, whisky, workaholic, workshop
Y: yakisoba, yang, yin, yin-yang, yorkshire-terrier Z: zoom
Adaptado de: http://www12.senado.gov.br/manualdecomunicacao